Trading Metrics calculated at close of trading on 25-Oct-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2023 |
25-Oct-2023 |
Change |
Change % |
Previous Week |
Open |
14,744.00 |
14,828.00 |
84.00 |
0.6% |
15,120.00 |
High |
14,948.75 |
14,855.00 |
-93.75 |
-0.6% |
15,336.75 |
Low |
14,706.00 |
14,444.00 |
-262.00 |
-1.8% |
14,645.00 |
Close |
14,846.50 |
14,478.25 |
-368.25 |
-2.5% |
14,664.00 |
Range |
242.75 |
411.00 |
168.25 |
69.3% |
691.75 |
ATR |
267.51 |
277.75 |
10.25 |
3.8% |
0.00 |
Volume |
703,058 |
820,677 |
117,619 |
16.7% |
4,142,867 |
|
Daily Pivots for day following 25-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,825.50 |
15,562.75 |
14,704.25 |
|
R3 |
15,414.50 |
15,151.75 |
14,591.25 |
|
R2 |
15,003.50 |
15,003.50 |
14,553.50 |
|
R1 |
14,740.75 |
14,740.75 |
14,516.00 |
14,666.50 |
PP |
14,592.50 |
14,592.50 |
14,592.50 |
14,555.25 |
S1 |
14,329.75 |
14,329.75 |
14,440.50 |
14,255.50 |
S2 |
14,181.50 |
14,181.50 |
14,403.00 |
|
S3 |
13,770.50 |
13,918.75 |
14,365.25 |
|
S4 |
13,359.50 |
13,507.75 |
14,252.25 |
|
|
Weekly Pivots for week ending 20-Oct-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,957.25 |
16,502.25 |
15,044.50 |
|
R3 |
16,265.50 |
15,810.50 |
14,854.25 |
|
R2 |
15,573.75 |
15,573.75 |
14,790.75 |
|
R1 |
15,118.75 |
15,118.75 |
14,727.50 |
15,000.50 |
PP |
14,882.00 |
14,882.00 |
14,882.00 |
14,822.75 |
S1 |
14,427.00 |
14,427.00 |
14,600.50 |
14,308.50 |
S2 |
14,190.25 |
14,190.25 |
14,537.25 |
|
S3 |
13,498.50 |
13,735.25 |
14,473.75 |
|
S4 |
12,806.75 |
13,043.50 |
14,283.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,138.25 |
14,444.00 |
694.25 |
4.8% |
307.00 |
2.1% |
5% |
False |
True |
831,168 |
10 |
15,468.75 |
14,444.00 |
1,024.75 |
7.1% |
286.25 |
2.0% |
3% |
False |
True |
795,683 |
20 |
15,468.75 |
14,444.00 |
1,024.75 |
7.1% |
287.50 |
2.0% |
3% |
False |
True |
758,183 |
40 |
15,855.50 |
14,444.00 |
1,411.50 |
9.7% |
251.25 |
1.7% |
2% |
False |
True |
592,367 |
60 |
15,989.50 |
14,444.00 |
1,545.50 |
10.7% |
261.50 |
1.8% |
2% |
False |
True |
395,728 |
80 |
16,264.25 |
14,444.00 |
1,820.25 |
12.6% |
252.00 |
1.7% |
2% |
False |
True |
297,187 |
100 |
16,264.25 |
14,444.00 |
1,820.25 |
12.6% |
248.50 |
1.7% |
2% |
False |
True |
237,939 |
120 |
16,264.25 |
13,370.00 |
2,894.25 |
20.0% |
237.25 |
1.6% |
38% |
False |
False |
198,296 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
16,601.75 |
2.618 |
15,931.00 |
1.618 |
15,520.00 |
1.000 |
15,266.00 |
0.618 |
15,109.00 |
HIGH |
14,855.00 |
0.618 |
14,698.00 |
0.500 |
14,649.50 |
0.382 |
14,601.00 |
LOW |
14,444.00 |
0.618 |
14,190.00 |
1.000 |
14,033.00 |
1.618 |
13,779.00 |
2.618 |
13,368.00 |
4.250 |
12,697.25 |
|
|
Fisher Pivots for day following 25-Oct-2023 |
Pivot |
1 day |
3 day |
R1 |
14,649.50 |
14,696.50 |
PP |
14,592.50 |
14,623.75 |
S1 |
14,535.25 |
14,551.00 |
|